Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.80% | 103.35 % | 104.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,375 CHF | 260,450 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 103.46 % | 104.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,650 CHF | 260,725 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 103.49 % | 104.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,725 CHF | 260,800 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.52 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,800 CHF | 260,875 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 103.55 % | 104.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,875 CHF | 260,950 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 103.58 % | 104.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,950 CHF | 261,025 CHF | 99.64% | 99.64% |
05/07/2024 | 0.80% | 103.66 % | 104.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,150 CHF | 261,225 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 103.65 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,125 CHF | 261,200 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 103.63 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,075 CHF | 261,150 CHF | 99.78% | 99.78% |
02/07/2024 | 0.80% | 103.63 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,075 CHF | 261,150 CHF | 100.00% | 100.00% |